ptLasso: Pretraining the Lasso
Implements lasso pretraining for generalized linear models for data with grouped observations; data without grouped observations, but with multinomial responses; data with multiple Gaussian responses; and data with repeated measurements over time. The method fits a lasso model to an initial dataset and then uses its support and coefficient values to guide model fitting for a related task, which can improve performance by leveraging larger datasets and preserve interpretability by identifying features which are generally shared, and which are task specific. See Craig et al. (2026) <doi:10.1093/jrsssb/qkaf050> for details. Model fitting in this package is done with cv.glmnet() from the 'glmnet' package, and syntax closely follows that of 'glmnet' (Friedman, Hastie and Tibshirani (2010) <doi:10.18637/jss.v033.i01>).
| Version: | 1.0.2 |
| Depends: | ggplot2, glmnet, gridExtra, Matrix |
| Suggests: | knitr, rmarkdown, rpart, survival, xgboost, sparsepca, MASS, testthat |
| Published: | 2026-10-27 |
| DOI: | 10.32614/CRAN.package.ptLasso (may not be active yet) |
| Author: | Erin Craig  [aut,
cre, cph],
Rob Tibshirani [aut, cph] |
| Maintainer: | Erin Craig <ercr at umich.edu> |
| BugReports: | https://github.com/erincr/ptLasso/issues |
| License: | GPL-2 |
| URL: | https://erincr.github.io/ptLasso/, https://doi.org/10.1093/jrsssb/qkaf050 |
| NeedsCompilation: | yes |
| Language: | en |
| Citation: | ptLasso citation info |
| Materials: | NEWS |
| CRAN checks: | ptLasso results |
Documentation:
| Reference manual: | ptLasso.html , ptLasso.pdf |
| Vignettes: |
Input grouped data (source, R code) Multi-response data with Gaussian responses (source, R code) Target grouped or multinomial response data (source, R code) Time series data (source, R code) ptLasso (source, R code) |
Downloads:
| Package source: | ptLasso_1.0.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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